ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
106-180 |
106-190 |
0-010 |
0.0% |
106-290 |
| High |
106-180 |
106-300 |
0-120 |
0.4% |
107-070 |
| Low |
106-118 |
106-165 |
0-048 |
0.1% |
106-130 |
| Close |
106-178 |
106-205 |
0-028 |
0.1% |
106-162 |
| Range |
0-062 |
0-135 |
0-072 |
116.0% |
0-260 |
| ATR |
0-151 |
0-149 |
-0-001 |
-0.7% |
0-000 |
| Volume |
436 |
568 |
132 |
30.3% |
25,118 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-308 |
107-232 |
106-279 |
|
| R3 |
107-173 |
107-097 |
106-242 |
|
| R2 |
107-038 |
107-038 |
106-230 |
|
| R1 |
106-282 |
106-282 |
106-217 |
107-000 |
| PP |
106-223 |
106-223 |
106-223 |
106-242 |
| S1 |
106-147 |
106-147 |
106-193 |
106-185 |
| S2 |
106-088 |
106-088 |
106-180 |
|
| S3 |
105-273 |
106-012 |
106-168 |
|
| S4 |
105-138 |
105-197 |
106-131 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-048 |
108-205 |
106-306 |
|
| R3 |
108-108 |
107-265 |
106-234 |
|
| R2 |
107-168 |
107-168 |
106-210 |
|
| R1 |
107-005 |
107-005 |
106-186 |
106-276 |
| PP |
106-228 |
106-228 |
106-228 |
106-203 |
| S1 |
106-065 |
106-065 |
106-139 |
106-016 |
| S2 |
105-288 |
105-288 |
106-115 |
|
| S3 |
105-028 |
105-125 |
106-091 |
|
| S4 |
104-088 |
104-185 |
106-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-070 |
106-118 |
0-272 |
0.8% |
0-110 |
0.3% |
32% |
False |
False |
3,245 |
| 10 |
107-070 |
106-098 |
0-292 |
0.9% |
0-132 |
0.4% |
37% |
False |
False |
61,778 |
| 20 |
107-070 |
104-280 |
2-110 |
2.2% |
0-149 |
0.4% |
75% |
False |
False |
1,258,979 |
| 40 |
107-070 |
103-235 |
3-155 |
3.3% |
0-155 |
0.5% |
83% |
False |
False |
1,355,538 |
| 60 |
107-070 |
103-235 |
3-155 |
3.3% |
0-153 |
0.4% |
83% |
False |
False |
1,324,096 |
| 80 |
107-092 |
103-235 |
3-178 |
3.3% |
0-146 |
0.4% |
82% |
False |
False |
1,305,460 |
| 100 |
108-020 |
103-235 |
4-105 |
4.1% |
0-147 |
0.4% |
67% |
False |
False |
1,049,750 |
| 120 |
108-222 |
103-235 |
4-308 |
4.7% |
0-133 |
0.4% |
59% |
False |
False |
874,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-234 |
|
2.618 |
108-013 |
|
1.618 |
107-198 |
|
1.000 |
107-115 |
|
0.618 |
107-063 |
|
HIGH |
106-300 |
|
0.618 |
106-248 |
|
0.500 |
106-232 |
|
0.382 |
106-217 |
|
LOW |
106-165 |
|
0.618 |
106-082 |
|
1.000 |
106-030 |
|
1.618 |
105-267 |
|
2.618 |
105-132 |
|
4.250 |
104-231 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-232 |
106-209 |
| PP |
106-223 |
106-208 |
| S1 |
106-214 |
106-206 |
|